Transformer
SlopeTransformer
Slope-by-segment transformation.
Class to perform the Slope transformation on a time series dataframe. It splits a time series into num_intervals segments. Then within each segment, it performs a total least squares regression to extract the gradient of the segment.
Quickstart
python
from sktime.transformations.slope import SlopeTransformer
estimator = SlopeTransformer(num_intervals=8)Tags
Capabilities
- Multivariate
- Unequal-length series
- Equalizes series length: Supported
- Inverse transform: Not supported
- Missing values: Not supported
- Removes missing values: Not supported
Properties
- Input typescitype:transform-input
- Series
- Output typescitype:transform-output
- Series
- Label typescitype:transform-labels
- None
- Fit is emptyfit_is_empty
- Yes
- Keeps the time indextransform-returns-same-time-index
- No
- Requires Xrequires_X
- Yes
- Requires yrequires_y
- No
- X and y need the same indexX-y-must-have-same-index
- No
Parameters(1)
- num_intervalsint, number of approx equal segments
- to split the time series into.